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MGMM (version 0.3.1)

Maximization: Maximization Iteration.

Description

Maximization Iteration.

Usage

Maximization(theta0, Update, maxit, eps, report)

Arguments

theta0

List containing the initial values of `mean` and `cov`.

Update

Function to iteratively update theta0.

maxit

Maximum number of EM iterations.

eps

Minimum acceptable increment in the EM objective.

report

Report fitting progress?

Value

List containing the updated `mean` and `cov`, the final EM objective `new_obj`.